+490.5%
DDOG vs GDDY
+45.1%
+445.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -3.3% |
| 7D | +3.2% | -7.0% | +10.2% | +7.3% |
| 30D | -10.2% | +6.2% | -16.4% | -14.3% |
| 3M | -2.6% | +20.0% | -22.6% | -16.3% |
| 6M | +80.1% | +6.8% | +73.3% | +66.5% |
| YTD | +63.0% | -22.3% | +85.4% | +80.7% |
| 1Y | +59.4% | -33.5% | +92.9% | +93.8% |
| 3Y | +127.0% | +29.2% | +97.8% | +74.4% |
| 5Y | +61.7% | +28.1% | +33.6% | +29.5% |
| All | +490.5% | +45.1% | +445.4% | +348.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling